+3,460.6%
GD vs RMBS
+1,073.6%
+2,387.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.9% | +13.6% | -1.2% |
| 7D | -3.9% | -23.4% | +19.5% | -2.2% |
| 30D | +8.1% | -38.9% | +47.0% | +11.7% |
| 3M | -6.8% | -28.4% | +21.6% | -5.0% |
| 6M | +3.0% | -40.9% | +44.0% | +5.6% |
| YTD | +7.8% | -24.2% | +31.9% | +7.3% |
| 1Y | +5.8% | -35.8% | +41.6% | +6.5% |
| 3Y | +55.3% | +20.0% | +35.3% | +45.4% |
| 5Y | +96.7% | +190.3% | -93.7% | +69.9% |
| 10Y | +195.4% | +484.1% | -288.7% | +139.8% |
| All | +3,460.6% | +1,073.6% | +2,387.0% | +2,134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling